On Optimal Harvesting Problems in Random Environments
Publication:3021277
DOI10.1137/100797333zbMath1217.93185arXiv1004.4250OpenAlexW2084891256MaRDI QIDQ3021277
Richard H. Stockbridge, Qingshuo Song, Chao Zhu
Publication date: 22 July 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.4250
viscosity solutionverification theoremsingular stochastic controlquasi-variational inequalityregime-switching diffusion
Variational inequalities (49J40) Population dynamics (general) (92D25) Optimal stochastic control (93E20) Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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